+49.0%
REGN vs MCO
+9.9%
+39.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.9% | -9.3% | -4.9% |
| 7D | +14.4% | +10.7% | +3.7% | +13.0% |
| 30D | +28.1% | +17.9% | +10.2% | +25.7% |
| 3M | +22.5% | +9.5% | +13.0% | +20.9% |
| 6M | +31.6% | +18.1% | +13.5% | +29.9% |
| YTD | +21.0% | +4.1% | +16.9% | +20.2% |
| 1Y | +49.0% | +9.3% | +39.6% | +45.7% |
| All | +49.0% | +9.9% | +39.1% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling